Why is Density not showing up as a source option for my Voxel Data?
The options for that setting were changed in 2.65, which was part of the addition of fire.

In older versions like in the tutorial, only smoke data was used to define the density of the volume, with the addition of fire, there are now two sources. Previous options of Density, Heat, Velocity were changed to Smoke, Flame, Heat, Velocity.

If you are only simulating smoke then use Smoke instead of Density. If you have fire and smoke, then you can create a texture for the fire data and another for the smoke data.